+94.1%
CRH vs LVS
+8.6%
+85.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -6.1% | -3.5% | -2.6% | -5.2% |
| 30D | -9.3% | -6.2% | -3.0% | -7.8% |
| 3M | -15.2% | -14.8% | -0.4% | -11.8% |
| 6M | -14.2% | -20.9% | +6.7% | -9.3% |
| YTD | -28.3% | -33.0% | +4.8% | -21.3% |
| 1Y | -21.8% | -20.0% | -1.8% | -18.5% |
| 3Y | +71.6% | -6.9% | +78.5% | +66.7% |
| All | +94.1% | +8.6% | +85.5% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling